+54.3%
CSX vs SN
+659.6%
-605.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.0% | -3.7% |
| 7D | -5.5% | +7.2% | -12.7% | -6.5% |
| 30D | +4.9% | +20.4% | -15.5% | +2.2% |
| 3M | -2.9% | +23.9% | -26.8% | -5.9% |
| 6M | +8.3% | +93.0% | -84.7% | -1.9% |
| YTD | +36.7% | +99.2% | -62.5% | +22.6% |
| 1Y | +41.5% | +142.6% | -101.1% | +23.3% |
| 3Y | +68.6% | +398.8% | -330.2% | +33.9% |
| All | +54.3% | +659.6% | -605.3% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling